+86.4%
CL vs SPXS
-99.5%
+185.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.6% |
| 7D | -0.8% | +1.5% | -2.2% | -0.4% |
| 30D | +9.5% | +6.3% | +3.2% | +10.7% |
| 3M | +6.8% | +4.2% | +2.5% | +7.7% |
| 6M | +14.3% | -7.9% | +22.2% | +13.4% |
| YTD | +27.0% | -27.5% | +54.5% | +22.3% |
| 1Y | +26.3% | -27.0% | +53.3% | +21.8% |
| 3Y | +39.3% | -80.5% | +119.8% | +11.8% |
| 5Y | +41.5% | -84.0% | +125.5% | +17.7% |
| All | +86.4% | -99.5% | +185.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling